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Actually, it was about 3-5 years ago that I built a strategy with TS and
mentioned this problem to EL Tech Support. The EL Guru at that time gave me
an undocumented (at least I think it was undocumented) command to add to my
code that fooled TradeStation into thinking that the strategy was operating
in the past. I think I had to change all my price values to look one bar in
the past so that the current bar looked like the bar following,... anyhow it
was so long ago ... and I don't have any of my old code,... I don't remember
what command that was.
Anyone know what I am talking about?
Mike.
-----Original Message-----
From: Bob Fulks [mailto:bfulks@xxxxxxxxxxxx]
Sent: Tuesday, September 04, 2001 2:55 PM
To: mike@xxxxxxxxxxxxxxxxx
Cc: omega-list@xxxxxxxxxx
Subject: Re: Problem of executing orders on next bar
At 2:05 PM -0700 9/4/01, TradingSystem.Com wrote:
>I know there is a way around this problem...
>
>TradeStation seems to allow you only to execute orders at the next
>bar or the current bar on close? I would like to execute a market
>order on the very tick that my strategy says that it is a good trade.
You have two possible solutions:
1. Use 1-tick bars and enter the market order for the next "bar".
2. Figure out one bar in advance, at what prices your strategy will
say it is a good trade and enter stops at those values for execution
on the next bar.
Bob Fulks
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